StockFetcher Forums · General Discussion · Average daily range.<< >>Post Follow-up
23 posts
msg #32177
Ignore BigOh
5/25/2004 9:25:07 AM

I've trying to create a filter that will give the stocks that have an average daily range of 2 points of more. All I ever come up with is the stocks that moved 2 or more points the day before. I'm brand new to writing filters and the language doesn't seem to work with me to well. Any help would be great.

235 posts
msg #32179
Ignore cegis
5/25/2004 3:20:44 PM


I tried:

Fetcher[CMA(Day Point Range,30) is greater than 2]

but SF seems to use Day Range % instead of Day Point Range. Sounds like an issue for Tom (SF Support)!



36 posts
msg #32180
Ignore DasKapital
5/25/2004 5:00:20 PM

Hi BigOh,

Here's a slightly different take on your request. Consider the number of times (occurences)that the daily range has exceeded 2, within the last 100 days. For stocks that have daily range >2, restrict the return list to stocks that have a daily range >2 70% of the time (ie, 70 days out of the last 100 days). Because the daily range chart is sorta choppy, smooth it out with a simple moving average of the daily range.

Fetcher[count(day point range is above 2.0,100)is above 70 and set{hi,high}and set{lo,low}and set{dif,hi - lo}and draw cma(dif,3)and do not draw dif and do not draw day point range]



23 posts
msg #32276
Ignore BigOh
6/5/2004 3:51:36 PM

Thanks, I have been able to use both filters with pretty good results.

StockFetcher Forums · General Discussion · Average daily range.<< >>Post Follow-up

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